Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1213679.9949 | 72469.7848 | -1286149.7798 | 32038181.3772 | 6059406.4687 | 25978774.9085 |
Total P&L (%) | -1213.68 | 72.4698 | -1286.1498 | 32038.1814 | 6059.4065 | 25978.7749 |
Avg Daily Profit (%) | -0.6319 | 0.0377 | -0.6696 | 0.301 | 0.2148 | 0.2901 |
Buy And Hold Return (%) | 14.7172 | 14.7172 | 14.7172 | 14.7172 | 14.7172 | 14.7172 |
Max Trade Drawdown | -1444205 | -32248 | -1454844 | -12609161 | -2313261 | -12461994 |
Profit Factor | 0.4006 | 1.3864 | 0.3 | 1.853 | 1.4469 | 2.0823 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 100 | 43 | 57 | 62 | 37 | 25 |
Losing Trades | 45 | 30 | 15 | 83 | 36 | 47 |
Profitability (%) | 68.9655 | 58.9041 | 79.1667 | 42.7586 | 50.6849 | 34.7222 |
Ratio Avg Win / Avg Loss | 0.1803 | 0.9672 | 0.0789 | 2.4806 | 1.4078 | 3.9148 |
Largest Winning Trade | 42649 | 42016 | 42649 | 11590924 | 4529890 | 11590924 |
Largest Losing Trade | -1444205 | -24746 | -1444205 | -2313261 | -2313261 | -1932073 |
Avg Bars in Trades | 76 | 19 | 134 | 76 | 19 | 134 |
Avg Bars in Winners | 43 | 14 | 65 | 91 | 24 | 190 |
Avg Bars in Losers | 150 | 27 | 394 | 65 | 14 | 104 |
Bars Traded | 11099 | 1443 | 9656 | 11099 | 1443 | 9656 |
Profit Streak | 0 | 0 | 67.4379 | 0 | 0 | 67.4379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577935 | -215201 | -655618 | 359464 | -62446 | -72074 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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